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scientific article; zbMATH DE number 1064371
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scientific article; zbMATH DE number 1064371 |
Statements
19 March 1998
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Malliavin calculus
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Wiener space
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anticipative calculus
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path spaces
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0.8455280661582947
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0.7999780774116516
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0.7830552458763123
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0.7678791284561157
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This work contains a discussion on the relations between abstract Wiener spaces and Wiener spaces on which a time scale, and therefore a filtration have been defined. The author gives a brief review of Malliavin's calculus (derivatives of variables, Gross-Stroock Sobolev spaces, stochastic calculus of variations, anticipative calculus) where he compares the two points of view. He also reviews results about Riemannian geometry on path spaces, for which an analogue on abstract Wiener spaces has not yet been studied. For the entire collection see [Zbl 0869.00026].
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